-34.6%
TLT vs SWKS
-42.6%
+8.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | 0.0% |
| 7D | +0.1% | -6.2% | +6.3% | +0.2% |
| 30D | +6.2% | -1.5% | +7.7% | +6.2% |
| 3M | -0.3% | +23.0% | -23.3% | -0.7% |
| 6M | -3.4% | +27.6% | -31.0% | -3.8% |
| YTD | -3.1% | +32.3% | -35.4% | -3.7% |
| 1Y | -5.2% | +20.1% | -25.3% | -5.7% |
| 3Y | +6.5% | +0.6% | +5.8% | +5.7% |
| All | -34.6% | -42.6% | +8.0% | -38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SWKS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling